New Issue: JPMorgan prices $825,000 contingent buffered return enhanced notes linked to indexes

By Angela McDaniels

Tacoma, Wash., March 30 – JPMorgan Chase & Co. priced $825,000 of 0% uncapped contingent buffered return enhanced notes due March 29, 2018 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Topix index with a 20% weight, the S&P/ASX 200 index with a 10% weight and the Swiss Market index with a 10% weight.

If the final basket level is greater than the initial basket level, the payout at maturity will be par plus 1.2 times the basket return. If the basket declines by up to 20%, the payout will be par. If the basket declines by more than 20%, investors will be fully exposed to the decline.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Uncapped contingent buffered return enhanced notes
Underlying indexes:	Euro Stoxx 50 (40% weight), FTSE 100 (20% weight), Topix (20% weight), S&P/ASX 200 (10% weight) and Swiss Market (10% weight)
Amount:	$825,000
Maturity:	March 29, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If final basket level is greater than initial basket level, par plus 1.2 times basket return; if basket declines by up to 20%, par; if basket declines by more than 20%, full exposure to decline
Pricing date:	March 26
Settlement date:	March 31
Agent:	J.P. Morgan Securities LLC
Fees:	2.5%
Cusip:	48125UHZ8

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